I applied through a staffing agency. I interviewed at CME Group (Chicago, IL) in Oct 2015
Interview
First, we have a 30 minute phone interview to ask technical question, and then if you are admitted, you will have a onside interview with 3 one to one rounds.
Interview questions [1]
Question 1
technical questions in financial, math and coding area
Interview was simple. No irrelevant questions were asked. If you are familiar with database and testing process, you can crack it easily . Interview was started with online exam, 2 technical round and final managerial round.
I interviewed at CME Group (Chicago, IL) in Sept 2013
Interview
First there is a paper test, some math problems and writing some pseudo algorithms.
Then there is on-site interview, different group leaders ask different questions. Some focused on resume, some focused on behavior questions and some focused on probability questions.
Interview questions [1]
Question 1
Why is 1 divide by 9, then multiply by 9 equals 0.999999 in Matlab, rather than that it should be a clear 1.